The following pages link to Rong Jiang (Q259675):
Displaying 31 items.
- Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
- Quantile regression for single-index-coefficient regression models (Q273760) (← links)
- Weighted composite quantile regression for single-index models (Q276965) (← links)
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227) (← links)
- Single-index composite quantile regression (Q457304) (← links)
- Random weighting \(M\)-estimation for linear errors-in-variables models (Q457625) (← links)
- Variable selection for additive partially linear models with measurement error (Q641762) (← links)
- Efficient quantile estimation for functional-coefficient partially linear regression models (Q741450) (← links)
- LAD variable selection for linear models with randomly censored data (Q1936296) (← links)
- New optimal weight combination model for forecasting precipitation (Q1954721) (← links)
- Adaptive quantile regressions for massive datasets (Q2065319) (← links)
- Single-index composite quantile regression for ultra-high-dimensional data (Q2161022) (← links)
- Single-index composite quantile regression for massive data (Q2201561) (← links)
- Testing in linear composite quantile regression models (Q2259793) (← links)
- Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates (Q2267633) (← links)
- Randomly weighted LAD-estimation for partially linear errors-in-variables models (Q2515971) (← links)
- Generalized Analysis-of-variance-type Test for the Single-index Quantile Model (Q2792280) (← links)
- (Q2824920) (← links)
- (Q2940150) (← links)
- (Q3054780) (← links)
- (Q3462841) (← links)
- (Q3463827) (← links)
- Composite quantile regression for massive datasets (Q4580023) (← links)
- Composite quasi-likelihood for single-index models with massive datasets (Q5042105) (← links)
- Weighted composite quantile regression for partially linear varying coefficient models (Q5154052) (← links)
- A short note on fitting a single-index model with massive data (Q5880191) (← links)
- Variable selection and debiased estimation for single‐index expectile model (Q6075136) (← links)
- Renewable Huber estimation method for streaming datasets (Q6200892) (← links)
- Rong Jiang and Keming Yu's contribution to the discussion of `Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas (Q6569475) (← links)
- Existence of nontrivial solitary wave for a generalized Kadomtsev–Petviashvili equation with the potential (Q6584642) (← links)
- Non-crossing quantile double-autoregression for the analysis of streaming time series data (Q6641043) (← links)
